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Vanguard U.S. Momentum Factor ETF (VFMO)

ETF · Currency in USD · Last updated Sep 21, 2023

VFMO is an actively managed ETF by Vanguard. VFMO launched on Feb 13, 2018 and has a 0.13% expense ratio.

Summary

ETF Info

ISINUS9219355081
CUSIP921935508
IssuerVanguard
Inception DateFeb 13, 2018
RegionNorth America (U.S.)
CategoryAll Cap Equities
ETF Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

The Vanguard U.S. Momentum Factor ETF features an expense ratio of 0.13%, falling within the medium range.


0.13%
0.00%2.15%

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in Vanguard U.S. Momentum Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
7.08%
10.86%
VFMO (Vanguard U.S. Momentum Factor ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with VFMO

Vanguard U.S. Momentum Factor ETF

Popular comparisons: VFMO vs. MTUM, VFMO vs. QMOM, VFMO vs. MMTM, VFMO vs. VCEB, VFMO vs. BLV, VFMO vs. VIG, VFMO vs. VOO, VFMO vs. QQQ, VFMO vs. AVUV, VFMO vs. VYMI

Return

Vanguard U.S. Momentum Factor ETF had a return of 1.48% year-to-date (YTD) and 5.59% in the last 12 months. Over the past 10 years, Vanguard U.S. Momentum Factor ETF had an annualized return of 8.44%, while the S&P 500 had an annualized return of 8.92%, indicating that Vanguard U.S. Momentum Factor ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-1.18%0.33%
6 months7.03%11.48%
Year-To-Date1.48%14.66%
1 year5.59%16.16%
5 years (annualized)7.19%8.51%
10 years (annualized)8.44%8.92%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.34%-2.58%-0.97%0.43%8.59%3.22%-3.45%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Momentum Factor ETF (VFMO) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VFMO
Vanguard U.S. Momentum Factor ETF
0.21
^GSPC
S&P 500
0.74

Sharpe Ratio

The current Vanguard U.S. Momentum Factor ETF Sharpe ratio is 0.21. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.21
0.82
VFMO (Vanguard U.S. Momentum Factor ETF)
Benchmark (^GSPC)

Dividend History

Vanguard U.S. Momentum Factor ETF granted a 1.61% dividend yield in the last twelve months. The annual payout for that period amounted to $1.85 per share.


PeriodTTM20222021202020192018
Dividend$1.85$1.97$1.07$0.51$1.06$0.48

Dividend yield

1.61%1.73%0.82%0.46%1.27%0.73%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard U.S. Momentum Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.36$0.00$0.00$0.28$0.00$0.00
2022$0.00$0.00$0.36$0.00$0.00$0.56$0.00$0.00$0.49$0.00$0.00$0.56
2021$0.00$0.00$0.11$0.00$0.00$0.21$0.00$0.00$0.26$0.00$0.00$0.50
2020$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.06$0.00$0.00$0.19
2019$0.00$0.00$0.20$0.00$0.00$0.29$0.00$0.00$0.20$0.00$0.00$0.36
2018$0.17$0.00$0.00$0.12$0.00$0.00$0.18

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-17.04%
-8.22%
VFMO (Vanguard U.S. Momentum Factor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Vanguard U.S. Momentum Factor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Vanguard U.S. Momentum Factor ETF is 36.77%, recorded on Mar 23, 2020. It took 90 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.77%Feb 20, 202023Mar 23, 202090Jul 30, 2020113
-27.21%Sep 5, 201877Dec 24, 2018250Dec 20, 2019327
-25.8%Nov 9, 2021221Sep 26, 2022
-11.06%Feb 16, 202113Mar 4, 2021111Aug 11, 2021124
-9.98%Oct 14, 202013Oct 30, 202016Nov 23, 202029

Volatility Chart

The current Vanguard U.S. Momentum Factor ETF volatility is 4.53%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
4.53%
3.27%
VFMO (Vanguard U.S. Momentum Factor ETF)
Benchmark (^GSPC)